En quelques mots, c'est un Master américain en "Computationnal Finance/ Financial Engineering" dont les cours se déroulent sur le campus de Carnegie Mellon à Pittsburgh ou bien à NYC par connexion live Satellite depuis un batiment de Wall Street (pour les part time).
Il est organisé par les départements de Mathematiques, Statistiques, Computer Science et par la Tepper Business School.
Lien vers la page du Master: http://business.tepper.cmu.edu/default.aspx?id=141030
Voila quelques Infos en Anglais sur ce Master. (source: le site Global Derivatives )
Points Positifs
• Excellent placement services, Housed in the Tepper Business school
• Business perspective
• Computational finance focused
• Tailored FE program is helpful to students with non-finance background
• Excellent reputation in NYC
• Manageable class size split (35+35)
• Strong alumni network
• Special Networking opportunities for NYC campus
• Financial aid/waiver available for some
Autres caractéristiques
• Program fee ~ $63,000 (partial internship offset + aid/schol for some)
• 1.5 year program, September to January session
• Limited access to professors (NYC Campus)
Best suited for:
• Mid-career professionals with some prior work exprerience (relevant preferred)/Fresh graduates with steller academic records
The Summary:
The Master of Science in Computational Finance program is a three semester (seventeen month, including summer internship) course of study focused on the use of quantitative methods and information technology in the field of finance.
Graduates from MSCF work almost exclusively in the financial services industry. Careers are varied but usually revolve around deriva-tives pricing and trading, financial risk management, derivatives-related software development, and quantitative portfolio management.
Both theoretical and applied, the MSCF curriculum provides an in-depth understanding of the mathematics employed to model security prices, the statistical tools needed to summarize and predict the behavior of financial data, the computer science skills needed to understand the technology employed in the financial industry, and the corporate finance needed to ultimately employ all these skills in finding innovative solutions to business needs.
Course Structure/Topics:
Fall 1: August 28 to October 20, 2007
* Introduction to Probability
* Financial Products and Markets
* Introduction to MSCF Finance
* Presentations for Computational Finance
* Financial Computing I
Fall 2: October 24 to December 18, 2007
* Introduction to Statistical Inference
* Introduction to Fixed Income
* Financial Computing II
* Multi-Period Asset Pricing
Spring 3: January 14 to March 7, 2008
* Linear Financial Models
* Financial Computing III
* Stochastic Calculus for Finance I
* Options
Spring 4: March 17 to May 7, 2008
* Financial Time Series Analysis
* Macroeconomics for Computational Finance
* Stochastic Calculus for Finance II
* Simulation Methods for Option Pricing
Fall 1: August 25 to October 18, 2008
* Statistical Arbitrage
* Topics in Quantitative Finance
* Numerical Methods
* Derivatives Accounting
Fall 2: October 22 to December 17, 2008
* Credit Derivatives
* Dynamic Asset Management
Financial Computing IV
* Studies in Financial Engineering
Global Derivatives View:
Without a doubt, CMU has one of the top CF programs in the world and is a pioneer of quantitative finance. The program was ranking joint 5th in last year's survey based on the results taken. Although the survey results for this year's survey will not be published, we can note that there have been in favourable responses for the CMU program; which would have likely boosted it up a notch or two. Although this is a high-level quantitative program, there is still a reasonable dose of practical financial study found within the course - a fact which we feel positively about.
If you work in New York and don't fancy studying in Pittsburgh for the duration of the program, there is also an option to study at the New York campus.
A couple of factors which we would like to point out which may deter some applicants is the cost of the program being relatively high, and the duration of the program at 17 months is slightly longer than some of the other QF/CF programs in the US.
Key Stats:
Acceptance Rate: 6%
Annual Intake: 35
Application Deadline: April for fall entry
Average Age at Entry: 28
Average Compensation Upon Graduation: $90,118 Annually
Average Years of Work Experience of Class: 6
Dissertation/Thesis: No
Duration of Program: 17 Months (including internship), 32 Months (Part Time)
Entry Requirements:
--- Basic ability to program in a general purpose programming language such as C and at least two full semesters of study in differential and integral calculus, the caliber of which is required of engineering, math or science majors (most of our students have taken engineering level math courses beyond calculus, such as differential equations and linear algebra). Familiarity with C++ will be of considerable benefit
GMAT: Average - 688: 34 Verbal, 49 Quant, 4.6 AWA
GPA: Average -
GRE: Average - 576 Verbal, 784 Quant, 718 Analytical
TOEFL: Average - 633
International Students: 50%
Male-Female: 86:14
Placement Rate:
Required Courses for Completion: 25 (150 units)
Student-Teacher Ratio:
Tuition (07-08): $22,625/semester (Full Time), $2,970 per course (Part Time)
Additional Information:
Faculty includes Steven Shreve.
Autres Master similaires: Berkeley, Columbia, Nyu ...
Liens vers forums en anglais:
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• http://www.global-derivatives.com/ [...] pic=2181.0
• http://www.global-derivatives.com/ [...] opic=519.0
• http://www.global-derivatives.com/ [...] pic=1967.0
• http://www.global-derivatives.com/ [...] pic=1835.0
• http://www.global-derivatives.com/ [...] pic=3468.0
Message édité par coolio1 le 02-07-2007 à 18:23:42
FORUM HardWare.fr
